Mid-session IV Report November 24, 2025

Mid-session IV Report November 24, 2025

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: MSTY IEP UUP UWMC BNED PTON NVDA PBR

Popular stocks volume: SOFI ORCL PLTR AVGO MSTR BABA CRWV LEN HOOD NFLX

Active options: NVDA TSLA GOOGL AMD AAPL META GOOG AMZN SOFI ORCL PLTR AVGO MSTR BABA MSFT CRWV LEN HOOD NFLX

Option IV into quarter results

Dell Technologies (DELL) November 28 weekly call option implied volatility is at 115, December is at 64; compared to its 52-week range of 32 to 86. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.

Autodesk (ADSK) November 28 weekly call option implied volatility is at 91, December is at 45; compared to its 52-week range of 21 to 52. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Workday (WDAY) November 28 weekly call option implied volatility is at 109, December is at 52; compared to its 52-week range of 24 to 58. Call put ratio 1 call to 1.5 puts into the expected release of quarter results today after the bell.

Zscaler (ZS) November 28 weekly call option implied volatility is at 130, December is at 63; compared to its 52-week range of 30 to 72. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

NetApp (NTAP) November 28 weekly call option implied volatility is at 116, December is at 52; compared to its 52-week range of 23 to 65. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell on November 25.

HP Inc. (HPQ) November 28 weekly call option implied volatility is at 100, December is at 53; compared to its 52-week range of 23 to 72. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.

Urban Outfitters (URBN) November 28 weekly call option implied volatility is at 188, December is at 77; compared to its 52-week range of 31 to 82. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Nutanix (NTNX) December weekly call option implied volatility is at 74, January is at 54; compared to its 52-week range of 29 to 67. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Ambarella (AMBA) November 28 weekly call option implied volatility is at 220, December is at 112; compared to its 52-week range of 35 to 94. Call put ratio 1 call to 2.1 puts into the expected release of quarter results today after the bell.

PagerDuty, Inc. (PD) December call option implied volatility is at 77, January is at 61; compared to its 52-week range of 29 to 70. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Petco Health and Wellness (WOOF) November 28 weekly call option implied volatility is at 235, December is at 112; compared to its 52-week range of 59 to 140. Call put ratio 6.5 calls to 1 put into the expected release of quarter results today after the bell.

Deere & Co. (DE) November 28 weekly call option implied volatility is at 75, December is at 38; compared to its 52-week range of 17 to 56. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on November 26.

Li Auto Inc. (LI) November 28 weekly call option implied volatility is at 125, December is at 87; compared to its 52-week range of 44 to 82. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on November 26.

Options with decreasing option implied volatility: PACS ESTC CRNC MESO GAP WIX ZIM CCCX KSS ANF NVO TGT PZZA BURL ROST DKS BBY WMT ADI TJX BABA CMBT BIIB INTU CPRT
Increasing unusual option volume: AMTM VTGN KEYS GTM LEN WRBY VZLA BURL ROK FIP
Increasing unusual call option volume: AMTM VTGN LEN FIP ROK RPD GNW ZM SMTC METU EAT ALHC
Increasing unusual put option volume: GTM LEN BURL JCI ACB AMBA ZM PSX NTNX